A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
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Publication:1644178
DOI10.1016/j.spl.2018.04.003zbMath1457.62333OpenAlexW2586618687MaRDI QIDQ1644178
Publication date: 21 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.04.003
asymptoticsextended regular variationruin probabilitydependencesubexponential classbidimensional renewal risk model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Risk models (general) (91B05)
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